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