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