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