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