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