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