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