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