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