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