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