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