One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,5,7,8)(9,10,13,17)(11,18,14,15)(12,20,22,23)(16,19,24,21)(26,31)(32,39)(33,34)(35,40)(1,2)(3,5)(4,6)(7,8)(9,11,13,14)(10,15,17,18)(12,21,22,19)(16,20,24,23)(25,26,29,31)(27,35,37,40)(28,34,30,33)(32,38,39,36)(1,3,4,7)(2,5,6,8)(10,15)(11,14)(16,23)(17,18)(19,21)(20,24)(25,27)(26,32)(28,36)(29,37)(30,38)(31,39)(33,35)(34,40)(2,6)(5,8)(9,12,13,22)(10,16,17,24)(11,19,14,21)(15,23,18,20)(25,28,29,30)(26,33,31,34)(27,36,37,38)(32,35,39,40)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.