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