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