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