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