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