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