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