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