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