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