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