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