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