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