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