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