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