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