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