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