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