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