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)(25,26,31,33)(27,32,35,30)(28,29,34,40)(36,37,39,38)(2,3)(6,7)(9,11,15,13)(10,16,17,19)(12,20,22,23)(14,21,18,24)(25,27)(26,32)(28,36)(29,37)(30,33)(31,35)(34,39)(38,40)(1,2,5,3)(4,6,8,7)(10,17)(12,22)(16,19)(20,23)(26,33)(27,35)(28,34)(37,38)(9,12)(10,18)(11,20)(13,23)(14,17)(15,22)(16,24)(19,21)(25,28,31,34)(26,29,33,40)(27,36,35,39)(30,38,32,37)(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)(26,34)(27,37)(28,33)(30,36)(31,40)(32,39)(35,38)(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)(26,35)(27,33)(28,38)(29,39)(31,32)(34,37)(36,40)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.