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