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