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