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