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