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)(11,21,23,17)(12,24,22,16)(13,19,14,18)(25,26)(27,33)(28,31)(29,32)(30,35)(34,39)(36,38)(37,40)(2,5)(6,8)(9,11,14,12,15,23,13,22)(10,16,19,17,20,24,18,21)(25,27,28,35)(26,30,31,33)(29,34,37,36)(32,38,40,39)(1,3,4,7)(2,6,5,8)(9,12,14,23,15,22,13,11)(10,17,19,24,20,21,18,16)(27,34)(29,37)(30,38)(32,40)(33,39)(35,36)(2,5)(6,8)(9,11,13,22,15,23,14,12)(10,16,18,21,20,24,19,17)(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.