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