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