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