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