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