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)(25,26,29,30)(27,31,35,33)(28,32,37,38)(34,39,36,40)(2,5)(6,8)(10,15)(11,20)(12,18)(22,23)(25,26,29,30)(27,33,35,31)(28,32,37,38)(34,40,36,39)(1,2,4,5)(3,6,7,8)(10,15)(12,18)(16,19)(21,24)(26,30)(31,33)(32,38)(39,40)(3,7)(6,8)(9,11,14,20)(10,16,15,19)(12,21,18,24)(13,23,17,22)(25,27,29,35)(26,31,30,33)(28,36,37,34)(32,40,38,39)(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)(27,31)(28,32)(29,30)(33,35)(34,39)(36,40)(37,38)(1,3)(2,6)(4,7)(5,8)(9,13,14,17)(10,18,15,12)(11,22,20,23)(16,21,19,24)(25,28,29,37)(26,32,30,38)(27,34,35,36)(31,39,33,40)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.