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