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