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