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