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