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