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