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