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