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