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