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