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