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