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