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)(26,31)(28,29)(32,39)(33,34)(35,37)(38,40)(9,11,13,18)(10,14,16,23)(12,21,22,19)(15,24,20,17)(25,26,30,34)(27,32,36,40)(28,31,29,33)(35,38,37,39)(1,2)(3,6)(4,8)(5,7)(25,27,30,36)(26,32,34,40)(28,35,29,37)(31,38,33,39)(1,3,5,4)(2,6,7,8)(11,18)(14,23)(17,24)(19,21)(25,28,30,29)(26,33,34,31)(27,35,36,37)(32,39,40,38)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.