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