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