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)(11,17,21,29,24,31,23,33)(12,25,26,18,27,30,28,34)(22,36,35,32,37,39,38,40)(1,3,5,4)(2,6,7,8)(10,16)(11,21)(12,26)(13,14)(17,31)(18,34)(19,20)(22,37)(23,24)(27,28)(32,36)(39,40)(2,7)(6,8)(9,11,13,23,15,24,14,21)(10,17,19,33,20,31,16,29)(12,22,28,38,27,37,26,35)(18,32,25,36,34,40,30,39)(1,4,5,3)(2,8,7,6)(9,12)(10,18)(11,22)(13,28)(14,26)(15,27)(16,30)(17,32)(19,25)(20,34)(21,35)(23,38)(24,37)(29,39)(31,40)(33,36)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.