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