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