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