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