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)(25,26,29,32)(27,30,34,38)(28,35,36,31)(33,39,40,37)(6,8)(10,15)(11,17)(18,21)(19,22)(25,27,29,34)(26,30,32,38)(28,33,36,40)(31,37,35,39)(5,6,7,8)(9,11,14,17)(10,16,15,12)(13,22,24,19)(18,20,21,23)(25,26)(27,30)(28,31)(29,32)(33,37)(34,38)(35,36)(39,40)(1,2)(3,4)(9,12,14,16)(10,17,15,11)(13,23,24,20)(18,19,21,22)(25,27)(26,30)(28,33)(29,34)(31,37)(32,38)(35,39)(36,40)(9,13)(10,18)(11,19)(12,20)(14,24)(15,21)(16,23)(17,22)(25,28,29,36)(26,31,32,35)(27,33,34,40)(30,37,38,39)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.