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)(25,26,30,32,28,33,29,34)(27,35,38,39,36,31,37,40)(2,5)(6,8)(9,11,13,20,14,21,12,19)(10,15,16,23,17,24,22,18)(25,27,29,37,28,36,30,38)(26,31,34,39,33,35,32,40)(1,3,4,7)(2,6,5,8)(9,10)(11,18)(12,16)(13,22)(14,17)(15,19)(20,24)(21,23)(26,32)(27,36)(29,30)(31,39)(33,34)(35,40)(2,5)(6,8)(9,12,14,13)(10,16,17,22)(11,19,21,20)(15,23,24,18)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.