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