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