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