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