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