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