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