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