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