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