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