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