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