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