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