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