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