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