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