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