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