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