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