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