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