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