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