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