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