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