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