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