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