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