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