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