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