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