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