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