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