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