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