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