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