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)(26,30)(27,33)(28,36)(38,40)(6,8)(11,18)(14,17)(19,24)(22,23)(25,26,29,30)(27,31,33,34)(28,37,36,32)(35,40,39,38)(5,6,7,8)(9,10)(11,14)(12,15)(13,16)(17,18)(19,22)(20,21)(23,24)(25,27)(26,31)(28,35)(29,33)(30,34)(32,38)(36,39)(37,40)(1,2,3,4)(9,11)(10,14)(12,19)(13,18)(15,22)(16,17)(20,23)(21,24)(25,26)(27,34)(28,32)(29,30)(31,33)(35,40)(36,37)(38,39)(9,12,13,21)(10,15,16,20)(11,19,18,24)(14,22,17,23)(25,28,29,36)(26,32,30,37)(27,35,33,39)(31,38,34,40)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.