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