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