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