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