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