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