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