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