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