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