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