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