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