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