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