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