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)(11,15,21,24)(12,16,13,17)(19,23,20,22)(25,26)(27,30)(28,31)(29,32)(33,37)(34,36)(35,38)(39,40)(2,5)(6,8)(9,11)(10,15)(12,20)(13,19)(14,21)(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)(10,16)(11,19)(12,13)(17,18)(20,21)(22,23)(30,36)(37,40)(2,5)(6,8)(9,12,14,13)(10,16,18,17)(11,20,21,19)(15,22,24,23)(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.