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