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