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)(11,12,15,14)(17,18)(19,22)(20,21)(23,24)(25,26,29,30)(27,31,33,34)(28,32,36,38)(35,39,37,40)(2,4)(6,8)(9,11,13,15)(10,14,16,12)(18,20)(22,23)(26,30)(27,33)(28,36)(39,40)(3,7)(6,8)(11,15)(12,14)(17,19,21,24)(18,22,20,23)(25,26)(27,34)(28,32)(29,30)(31,33)(35,40)(36,38)(37,39)(1,3)(2,6)(4,8)(5,7)(9,12,13,14)(10,15,16,11)(17,19)(18,23)(20,22)(21,24)(25,27)(26,31)(28,37)(29,33)(30,34)(32,40)(35,36)(38,39)(1,4,5,2)(3,6,7,8)(9,10)(11,12)(13,16)(14,15)(17,20,21,18)(19,23,24,22)(25,28)(26,32)(27,35)(29,36)(30,38)(31,39)(33,37)(34,40)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.