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