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