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