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