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