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