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