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