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