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