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