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