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