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