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