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