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