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