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