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