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)(26,31)(27,33)(32,38)(34,39)(1,2,5,4)(3,7,8,6)(10,12)(15,17)(16,20)(22,23)(25,26)(27,28)(29,32)(30,31)(33,35)(34,36)(37,38)(39,40)(1,3,5,8)(2,6,4,7)(10,12)(11,18)(13,21)(22,23)(27,33)(28,35)(29,37)(32,38)(3,8)(6,7)(9,11)(10,15)(12,17)(13,19)(14,18)(16,22)(20,23)(21,24)(25,27,30,33)(26,28,31,35)(29,34,37,39)(32,36,38,40)(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)(26,27)(29,36)(30,35)(31,33)(32,34)(37,40)(38,39)(1,4,5,2)(3,6,8,7)(9,13)(10,16)(11,19)(12,20)(14,21)(15,22)(17,23)(18,24)(25,29)(26,32)(27,34)(28,36)(30,37)(31,38)(33,39)(35,40)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.