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