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