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