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