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