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