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