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