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