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