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