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