One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,5,7,8)(9,10,14,18)(11,15,13,16)(12,20,22,23)(17,21,24,19)(25,26,29,32)(27,30,35,39)(28,31,36,40)(33,37,34,38)(1,2)(3,5)(4,6)(7,8)(9,11,14,13)(10,15,18,16)(12,21,22,19)(17,20,24,23)(25,27,29,35)(26,30,32,39)(28,33,36,34)(31,37,40,38)(1,3,4,7)(2,5,6,8)(10,16)(11,13)(15,18)(17,20)(19,21)(23,24)(27,33)(28,36)(30,37)(31,40)(34,35)(38,39)(2,6)(5,8)(9,12,14,22)(10,17,18,24)(11,19,13,21)(15,23,16,20)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.