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)(12,15,19,17)(13,18,21,16)(20,23,24,22)(25,26,30,31)(27,32,35,29)(28,33,38,39)(34,40,36,37)(2,6)(4,7)(9,10,14,11)(12,17,19,15)(13,18,21,16)(20,22,24,23)(26,31)(29,32)(33,39)(37,40)(2,6)(3,8)(10,11)(12,19)(16,18)(20,24)(25,27,30,35)(26,32,31,29)(28,36,38,34)(33,37,39,40)(1,3,5,8)(2,7,6,4)(9,11,14,10)(12,17,19,15)(13,18,21,16)(20,23,24,22)(25,27)(26,29)(28,34)(30,35)(31,32)(33,37)(36,38)(39,40)(1,2)(3,7)(4,8)(5,6)(9,12,14,19)(10,15,11,17)(13,20,21,24)(16,22,18,23)(25,28,30,38)(26,33,31,39)(27,34,35,36)(29,37,32,40)(1,4,5,7)(2,8,6,3)(9,13)(10,16)(11,18)(12,20)(14,21)(15,22)(17,23)(19,24)(25,29)(26,27)(28,37)(30,32)(31,35)(33,34)(36,39)(38,40)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.