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