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)(11,18,20,23)(12,16,13,21)(15,22,24,19)(25,26,30,34)(27,31,35,40)(28,32,29,33)(36,38,37,39)(2,5)(6,8)(25,27,30,35)(26,31,34,40)(28,36,29,37)(32,38,33,39)(1,3,4,7)(2,6,5,8)(9,11)(10,15)(12,19)(13,22)(14,20)(16,23)(17,24)(18,21)(26,32)(28,29)(31,38)(33,34)(36,37)(39,40)(9,12,14,13)(10,16,17,21)(11,19,20,22)(15,23,24,18)(26,33)(27,35)(28,29)(31,38)(32,34)(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.