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)(13,21,19,16)(15,23,22,20)(25,26,29,32)(27,34,37,31)(28,38,30,33)(35,39,36,40)(1,3,5,4)(2,6,8,7)(10,14)(11,18)(13,19)(15,22)(25,27)(26,31)(28,36)(29,37)(30,35)(32,34)(33,40)(38,39)(1,3,5,4)(2,7,8,6)(9,11,19,23,12,18,13,20)(10,15,21,24,14,22,16,17)(26,32)(27,35)(28,30)(31,39)(34,40)(36,37)(1,4,5,3)(2,7,8,6)(10,14)(15,22)(16,21)(17,24)(25,28,29,30)(26,33,32,38)(27,36,37,35)(31,40,34,39)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.