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