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