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