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