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