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