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