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