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