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