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