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