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