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