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