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