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