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