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