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