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