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