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