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