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