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