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