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