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