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