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