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