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