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