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)(26,31)(27,34)(28,35)(30,37)(32,39)(36,40)(1,3,4,8)(2,5,6,7)(10,15)(16,23)(17,21)(18,24)(25,26)(27,32)(28,36)(29,31)(30,33)(34,40)(35,39)(37,38)(9,11)(10,16)(12,19)(13,20)(14,22)(15,23)(17,24)(18,21)(25,27,29,28)(26,32,31,36)(30,35,37,34)(33,39,38,40)(9,12,13,14)(10,17,15,21)(11,19,20,22)(16,24,23,18)(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.