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