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