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