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