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