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