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