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)(25,26,31,28)(27,33,29,32)(30,34,38,36)(35,40,37,39)(6,8)(10,14)(11,17)(16,19)(18,20)(25,27,31,29)(26,32,28,33)(30,35,38,37)(34,39,36,40)(5,6)(7,8)(9,10)(11,15)(12,16)(13,14)(17,22)(18,23)(19,21)(20,24)(25,28,31,26)(27,33,29,32)(30,36,38,34)(35,40,37,39)(1,2)(3,4)(9,11,13,17)(10,15,14,22)(12,20,21,18)(16,24,19,23)(25,29,31,27)(26,33,28,32)(30,35,38,37)(34,39,36,40)(9,12,13,21)(10,16,14,19)(11,18,17,20)(15,23,22,24)(25,30)(26,34)(27,35)(28,36)(29,37)(31,38)(32,39)(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.