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