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