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