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