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