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