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