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