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