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