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