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