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