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