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