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