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