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