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