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