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