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