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