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