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