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