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