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