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