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