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