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