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