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