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)(14,19,21,24)(26,29)(31,33)(32,37)(38,39)(1,2)(3,7)(4,5)(6,8)(9,11,15,13)(10,16,20,18)(12,14,23,21)(17,19,22,24)(26,29)(28,36)(31,33)(34,40)(2,5)(6,7)(9,12,15,23)(10,17,20,22)(11,21,13,14)(16,24,18,19)(25,26,30,29)(27,33,35,31)(28,37,36,32)(34,38,40,39)(1,2)(3,6)(4,5)(7,8)(9,13,15,11)(10,18,20,16)(12,14,23,21)(17,19,22,24)(25,27,30,35)(26,31,29,33)(28,34,36,40)(32,38,37,39)(1,2)(3,6)(4,5)(7,8)(9,14)(10,19)(11,12)(13,23)(15,21)(16,17)(18,22)(20,24)(25,28,30,36)(26,32,29,37)(27,34,35,40)(31,38,33,39)(1,3,4,8)(2,6,5,7)(9,10)(11,16)(12,17)(13,18)(14,19)(15,20)(21,24)(22,23)(25,29,30,26)(27,33,35,31)(28,37,36,32)(34,39,40,38)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.