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