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