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