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