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