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