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