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