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