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