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