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