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)(33,39)(35,38)(1,2)(3,7)(4,5)(6,8)(9,10,15,12)(11,18,13,16)(14,17,22,20)(19,24,21,23)(25,26,31,32)(27,33,29,39)(28,34,37,30)(35,40,38,36)(1,3)(2,6)(4,7)(5,8)(9,11,15,13)(10,16,12,18)(14,19,22,21)(17,23,20,24)(25,27,31,29)(26,33,32,39)(28,35,37,38)(30,36,34,40)(9,12,15,10)(11,16,13,18)(14,20,22,17)(19,23,21,24)(25,28)(26,34)(27,35)(29,38)(30,32)(31,37)(33,40)(36,39)(1,4,5,2)(3,7,8,6)(9,13,15,11)(10,16,12,18)(14,19,22,21)(17,24,20,23)(25,29,31,27)(26,33,32,39)(28,38,37,35)(30,36,34,40)(1,3)(2,7)(4,6)(5,8)(9,14)(10,17)(11,19)(12,20)(13,21)(15,22)(16,23)(18,24)(25,30,31,34)(26,28,32,37)(27,36,29,40)(33,35,39,38)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.