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