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