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