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