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