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)(22,31)(24,32)(25,33)(27,34)(28,35)(30,36)(37,40)(38,39)(9,11,13,23,15,25,14,24)(10,16,19,21,18,32,20,33)(12,27,28,22,30,37,29,38)(17,34,36,39,35,40,26,31)(2,4)(9,12,13,28,15,30,14,29)(10,17,19,36,18,35,20,26)(11,22,23,37,25,38,24,27)(16,31,21,34,32,39,33,40)(5,6,7,8)(10,18)(16,32)(17,35)(19,20)(21,33)(26,36)(31,39)(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.