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