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