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)(11,15)(12,13)(14,16)(17,18,21,22)(19,20,23,24)(25,26)(27,30)(28,31)(29,32)(33,36)(34,37)(35,38)(39,40)(3,7)(6,8)(9,10)(11,15)(12,13)(14,16)(17,19,21,23)(18,20,22,24)(26,27)(31,33)(32,34)(38,39)(2,5)(6,8)(10,13)(14,15)(18,22)(19,23)(25,27,30,26)(28,31,36,33)(29,32,37,34)(35,39,40,38)(1,2)(3,6)(4,5)(7,8)(9,10)(11,14)(12,13)(15,16)(17,18)(19,20)(21,22)(23,24)(25,28,30,36)(26,31,27,33)(29,35,37,40)(32,38,34,39)(1,3,4,7)(2,6,5,8)(9,11)(10,14)(12,16)(13,15)(17,20)(18,19)(21,24)(22,23)(25,29)(26,32)(27,34)(28,35)(30,37)(31,38)(33,39)(36,40)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.