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