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