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