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