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