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