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