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