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