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)(13,21,18,16)(14,22,23,20)(25,26)(27,31)(28,37)(29,34)(30,33)(32,36)(35,40)(38,39)(1,3,4,8)(2,5,6,7)(9,10)(11,14)(12,15)(13,16)(17,20)(18,21)(19,23)(22,24)(25,27,30,35,29,36,28,38)(26,31,33,40,34,32,37,39)(9,11,18,22,12,19,13,20)(10,14,21,24,15,23,16,17)(25,27)(26,32)(28,35)(29,36)(30,38)(31,34)(33,40)(37,39)(2,6)(5,7)(10,15)(14,23)(16,21)(17,24)(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.