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