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