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