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