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