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