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