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