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