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