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