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