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