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