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