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