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