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