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