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