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