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