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