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