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