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