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