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