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