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