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