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