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