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