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