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