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