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