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