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