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