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