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