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