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