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