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