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