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