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