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