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