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