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