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