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