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