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