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