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