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)(11,15)(12,14)(13,16)(17,18,20,22)(19,21,23,24)(26,31)(28,32)(29,37)(34,38)(9,10)(11,15)(12,14)(13,16)(19,23)(21,24)(25,26,30,31)(27,28,35,32)(29,33,37,39)(34,36,38,40)(9,10,12,14)(11,13,16,15)(17,19,20,23)(18,21,22,24)(25,27,30,35)(26,32,31,28)(29,38,37,34)(33,36,39,40)(1,2)(3,5)(4,6)(7,8)(9,10)(11,13)(12,14)(15,16)(25,28,30,32)(26,27,31,35)(29,36,37,40)(33,34,39,38)(1,3,4,7)(2,5,6,8)(9,11)(10,13)(12,16)(14,15)(17,18)(19,21)(20,22)(23,24)(25,29,30,37)(26,33,31,39)(27,34,35,38)(28,36,32,40)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.