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