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