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