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