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