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