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