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