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