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