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