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