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