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