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