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