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