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