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