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