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