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