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