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