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