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