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)(26,32)(27,37)(29,30)(34,38)(35,36)(39,40)(1,3,5,4)(2,6,8,7)(9,11)(10,14)(12,18)(13,17)(15,21)(16,20)(19,23)(22,24)(25,26,30,36,31,35,29,32)(27,28,37,40,38,33,34,39)(11,17)(14,20)(18,23)(21,24)(25,27,30,37,31,38,29,34)(26,33,36,39,35,28,32,40)(1,3,5,4)(2,7,8,6)(9,12)(10,15)(11,18)(13,19)(14,21)(16,22)(17,23)(20,24)(25,28,31,33)(26,34,35,37)(27,32,38,36)(29,39,30,40)(1,4,5,3)(2,6,8,7)(12,19)(15,22)(18,23)(21,24)(26,35)(28,33)(32,36)(39,40)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.