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