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