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