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