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