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