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