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