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