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