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