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