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