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