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