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