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