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