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