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