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