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