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