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