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