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