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