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