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