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