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