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