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