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