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