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