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