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