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)(25,26,28,31)(27,33,35,30)(29,38,37,32)(34,39,36,40)(1,3,5,4)(2,6,7,8)(25,27)(26,30)(28,35)(29,34)(31,33)(32,39)(36,37)(38,40)(1,4,5,3)(2,6,7,8)(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)(2,7)(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.