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