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