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