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