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