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