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