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