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