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