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