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