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