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