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