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