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