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