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