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