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)(11,18,20,15)(12,21,13,16)(19,23,22,24)(25,26,30,33)(27,28,36,32)(29,34,38,39)(31,35,37,40)(9,11,14,20)(10,15,17,18)(12,19,13,22)(16,23,21,24)(25,27)(26,32)(28,33)(29,37)(30,36)(31,38)(34,35)(39,40)(2,5)(6,8)(25,28,31,34,30,32,37,39)(26,27,35,29,33,36,40,38)(1,3,4,7)(2,6,5,8)(9,12,14,13)(10,16,17,21)(11,19,20,22)(15,23,18,24)(26,33)(28,32)(34,39)(35,40)(9,13,14,12)(10,16,17,21)(11,19,20,22)(15,24,18,23)(25,29,31,36,30,38,37,27)(26,34,35,32,33,39,40,28)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.