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