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