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