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