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