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