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