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