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