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