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