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