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