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