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