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