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