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