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