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