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