One vertex per element, one color per generator, with an edge from x to x·s.
(9,10,15,14)(11,17,12,16)(13,18,21,22)(19,24,20,23)(25,26)(27,34)(28,31)(29,32)(30,33)(35,40)(36,38)(37,39)(1,2)(3,6)(4,7)(5,8)(9,11,15,12)(10,16,14,17)(13,19,21,20)(18,23,22,24)(25,27,31,29)(26,32,28,34)(30,35,38,37)(33,39,36,40)(1,3)(2,5)(4,8)(6,7)(25,26,31,28)(27,34,29,32)(30,33,38,36)(35,40,37,39)(9,12,15,11)(10,17,14,16)(13,20,21,19)(18,24,22,23)(25,28,31,26)(27,32,29,34)(30,36,38,33)(35,39,37,40)(1,3)(2,6)(4,8)(5,7)(9,13)(10,18)(11,19)(12,20)(14,22)(15,21)(16,23)(17,24)(25,29,31,27)(26,32,28,34)(30,35,38,37)(33,40,36,39)(1,2)(3,5)(4,7)(6,8)(9,14,15,10)(11,17,12,16)(13,18,21,22)(19,23,20,24)(25,30,31,38)(26,33,28,36)(27,35,29,37)(32,39,34,40)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.