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