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