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