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