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