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