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