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)(27,28)(29,37)(30,31)(32,33)(34,38)(35,40)(36,39)(5,6,7,8)(11,18)(13,21)(15,17)(16,20)(26,31)(27,33)(29,38)(36,40)(5,6)(7,8)(9,11,14,18)(10,15,12,17)(13,19,21,24)(16,22,20,23)(25,27)(26,32)(28,31)(29,39)(30,33)(34,36)(35,38)(37,40)(1,2)(3,4)(9,12,14,10)(11,15,18,17)(13,20,21,16)(19,22,24,23)(25,28,30,32)(26,33,31,27)(29,40,38,36)(34,35,37,39)(9,13,14,21)(10,16,12,20)(11,19,18,24)(15,22,17,23)(25,29,30,38)(26,34,31,37)(27,35,33,39)(28,36,32,40)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.