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