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