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