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