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