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