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