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