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