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