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