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