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