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