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