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