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