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