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