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