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