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