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)(25,26,28,32)(27,34,35,30)(29,31,37,33)(36,39,40,38)(1,2)(3,7)(4,6)(5,8)(9,11,14,20)(10,15,17,18)(12,19,13,22)(16,23,21,24)(25,27,28,35)(26,30,32,34)(29,36,37,40)(31,38,33,39)(1,3,4,8)(2,5,6,7)(26,31)(29,37)(30,38)(32,33)(34,39)(36,40)(9,12,14,13)(10,16,17,21)(11,19,20,22)(15,23,18,24)(26,32)(30,34)(31,33)(38,39)(2,6)(5,7)(9,13,14,12)(10,16,17,21)(11,19,20,22)(15,24,18,23)(26,32)(27,35)(31,33)(36,40)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.