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