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)(25,26,31,27)(28,35,38,32)(29,33,30,34)(36,40,37,39)(1,2)(3,6)(4,5)(7,8)(9,11,15,20)(10,14,16,19)(12,22,24,13)(17,18,21,23)(26,27)(32,35)(33,34)(39,40)(2,5)(6,8)(10,16)(14,19)(17,21)(18,23)(25,27,31,26)(28,35,38,32)(29,34,30,33)(36,40,37,39)(3,7)(6,8)(9,12,15,24)(10,17,16,21)(11,13,20,22)(14,23,19,18)(25,28)(26,32)(27,35)(29,36)(30,37)(31,38)(33,39)(34,40)(1,3,4,7)(2,6,5,8)(9,13)(10,18)(11,12)(14,21)(15,22)(16,23)(17,19)(20,24)(25,29,31,30)(26,33,27,34)(28,36,38,37)(32,39,35,40)(1,2)(3,6)(4,5)(7,8)(9,14,15,19)(10,11,16,20)(12,23,24,18)(13,21,22,17)(25,30,31,29)(26,34,27,33)(28,37,38,36)(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.