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