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