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