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