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