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