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