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