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