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