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)(11,19,23,33)(12,16)(13,26,20,17)(14,18)(15,22)(21,32,35,40)(24,30)(25,37,34,31)(27,29)(28,36)(38,39)(9,11,20,22,14,23,13,27)(10,15,26,33,18,29,17,19)(12,21,34,36,24,35,25,38)(16,28,37,40,30,39,31,32)(2,5)(6,8)(9,12,14,24)(10,16,18,30)(11,21,23,35)(13,25,20,34)(15,28,29,39)(17,31,26,37)(19,32,33,40)(22,36,27,38)(1,3,4,7)(2,6,5,8)(12,24)(16,30)(21,35)(25,34)(28,39)(31,37)(32,40)(36,38)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.