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