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