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