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)(11,15)(12,20)(13,22)(14,18)(16,21)(17,23)(19,24)(25,26,28,31,29,32,35,38)(27,30,34,37,33,36,39,40)(2,5)(6,8)(9,11,14,12)(10,15,18,20)(13,19,23,21)(16,22,24,17)(25,27)(26,30)(28,34)(29,33)(31,37)(32,36)(35,39)(38,40)(9,12,14,11)(10,16,18,24)(13,19,23,21)(15,22,20,17)(27,33)(30,36)(34,39)(37,40)(1,3,4,7)(2,6,5,8)(11,12)(15,20)(16,24)(19,21)(27,33)(30,36)(34,39)(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.