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