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