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