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