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