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