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